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Author

H. Heitsch

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Open access 2023

A Turnpike Property for Optimal Control Problems with Dynamic Probabilistic Constraints

We consider systems that are governed by linear time-discrete dynamics with an initial condition and a terminal condition for the expected values. We study optimal control problems where in the objective function a term of tracking type for the expected values and a control cost appear. In addition, the feasible states...

M. Gugat, H. Heitsch, R. Henrion · 2 citations

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